Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 0.544847 0.610635 0.684724 0.775062 0.883234 1.009883 1.171320
2024-10-20 0.472810 0.554713 0.653357 0.783049 0.952396 1.170994 1.483292
2024-10-27 0.415928 0.504283 0.616063 0.771682 0.989330 1.294056 1.775584
2024-11-03 0.388868 0.485970 0.614596 0.803844 1.087384 1.519648 2.283730
2024-11-10 0.371817 0.477742 0.624188 0.851384 1.215900 1.823183 3.039063
2024-11-17 0.347690 0.456491 0.612073 0.864015 1.292063 2.062719 3.795936
2024-11-24 0.323708 0.432599 0.592721 0.861609 1.341831 2.269405 4.602820
2024-12-01 0.295786 0.400185 0.556739 0.826541 1.326277 2.344100 5.143262
2024-12-08 0.272297 0.372368 0.525025 0.794220 1.309490 2.411784 5.717267
2024-12-15 0.261951 0.363574 0.522352 0.811605 1.392259 2.729091 7.327949
2024-12-22 0.260569 0.368397 0.542008 0.871767 1.576651 3.372772 10.978704
2024-12-29 0.252227 0.361344 0.540887 0.892552 1.680916 3.858408 14.932537
2025-01-05 0.237103 0.343158 0.520629 0.876769 1.706427 4.158237 18.916058
2025-01-12 0.223926 0.327205 0.502808 0.863471 1.735767 4.495980 24.528789
2025-01-19 0.210015 0.309056 0.479457 0.835583 1.721921 4.681831 29.931962
2025-01-26 0.204548 0.304815 0.481010 0.861038 1.858276 5.552753 50.537375
2025-02-02 0.201747 0.304899 0.490541 0.905728 2.065760 6.963476 112.101868
2025-02-09 0.194879 0.297306 0.484634 0.914133 2.168413 8.008083 228.389954
2025-02-16 0.186995 0.287367 0.473252 0.907875 2.223106 8.873022 484.065231
2025-02-23 0.176247 0.271650 0.449235 0.867791 2.153217 8.885542 688.932747
2025-03-02 0.166672 0.257611 0.427703 0.831669 2.089962 8.910903 1039.522128
2025-03-09 0.163057 0.254267 0.427509 0.849162 2.224600 10.604329 15526.527865
2025-03-16 0.163758 0.258905 0.444030 0.912553 2.561481 14.942993 NaN